+62.8%
IVZ vs WTW
+54.0%
+8.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -0.9% |
| 7D | +1.1% | -2.7% | +3.8% | +2.4% |
| 30D | +3.1% | -5.6% | +8.7% | +5.7% |
| 3M | +18.2% | +26.5% | -8.3% | +4.7% |
| 6M | +38.6% | +8.1% | +30.5% | +31.9% |
| YTD | +25.9% | -0.3% | +26.2% | +24.5% |
| 1Y | +51.7% | -0.9% | +52.5% | +49.9% |
| 3Y | +138.7% | +66.6% | +72.0% | +57.5% |
| 5Y | +62.8% | +54.0% | +8.8% | +10.1% |
| All | +62.8% | +54.0% | +8.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WTW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling